Trading Metrics calculated at close of trading on 05-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3,426.0 |
3,431.0 |
5.0 |
0.1% |
3,428.0 |
High |
3,455.0 |
3,448.0 |
-7.0 |
-0.2% |
3,455.0 |
Low |
3,426.0 |
3,394.0 |
-32.0 |
-0.9% |
3,361.0 |
Close |
3,444.0 |
3,421.0 |
-23.0 |
-0.7% |
3,444.0 |
Range |
29.0 |
54.0 |
25.0 |
86.2% |
94.0 |
ATR |
38.7 |
39.8 |
1.1 |
2.8% |
0.0 |
Volume |
773,139 |
908,917 |
135,778 |
17.6% |
4,147,268 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.0 |
3,556.0 |
3,450.7 |
|
R3 |
3,529.0 |
3,502.0 |
3,435.9 |
|
R2 |
3,475.0 |
3,475.0 |
3,430.9 |
|
R1 |
3,448.0 |
3,448.0 |
3,426.0 |
3,434.5 |
PP |
3,421.0 |
3,421.0 |
3,421.0 |
3,414.3 |
S1 |
3,394.0 |
3,394.0 |
3,416.1 |
3,380.5 |
S2 |
3,367.0 |
3,367.0 |
3,411.1 |
|
S3 |
3,313.0 |
3,340.0 |
3,406.2 |
|
S4 |
3,259.0 |
3,286.0 |
3,391.3 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.0 |
3,667.0 |
3,495.7 |
|
R3 |
3,608.0 |
3,573.0 |
3,469.9 |
|
R2 |
3,514.0 |
3,514.0 |
3,461.2 |
|
R1 |
3,479.0 |
3,479.0 |
3,452.6 |
3,496.5 |
PP |
3,420.0 |
3,420.0 |
3,420.0 |
3,428.8 |
S1 |
3,385.0 |
3,385.0 |
3,435.4 |
3,402.5 |
S2 |
3,326.0 |
3,326.0 |
3,426.8 |
|
S3 |
3,232.0 |
3,291.0 |
3,418.2 |
|
S4 |
3,138.0 |
3,197.0 |
3,392.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,455.0 |
3,361.0 |
94.0 |
2.7% |
34.8 |
1.0% |
64% |
False |
False |
910,219 |
10 |
3,466.0 |
3,361.0 |
105.0 |
3.1% |
32.1 |
0.9% |
57% |
False |
False |
760,899 |
20 |
3,523.0 |
3,361.0 |
162.0 |
4.7% |
35.2 |
1.0% |
37% |
False |
False |
839,122 |
40 |
3,534.0 |
3,361.0 |
173.0 |
5.1% |
37.3 |
1.1% |
35% |
False |
False |
817,613 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.8% |
38.9 |
1.1% |
26% |
False |
False |
861,056 |
80 |
3,616.0 |
3,361.0 |
255.0 |
7.5% |
36.9 |
1.1% |
24% |
False |
False |
660,698 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
36.0 |
1.1% |
32% |
False |
False |
528,653 |
120 |
3,634.0 |
3,313.0 |
321.0 |
9.4% |
35.2 |
1.0% |
34% |
False |
False |
440,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,677.5 |
2.618 |
3,589.4 |
1.618 |
3,535.4 |
1.000 |
3,502.0 |
0.618 |
3,481.4 |
HIGH |
3,448.0 |
0.618 |
3,427.4 |
0.500 |
3,421.0 |
0.382 |
3,414.6 |
LOW |
3,394.0 |
0.618 |
3,360.6 |
1.000 |
3,340.0 |
1.618 |
3,306.6 |
2.618 |
3,252.6 |
4.250 |
3,164.5 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3,421.0 |
3,424.5 |
PP |
3,421.0 |
3,423.3 |
S1 |
3,421.0 |
3,422.2 |
|